NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.08 |
109.36 |
0.28 |
0.3% |
108.42 |
| High |
109.69 |
109.37 |
-0.32 |
-0.3% |
109.04 |
| Low |
108.39 |
107.00 |
-1.39 |
-1.3% |
106.00 |
| Close |
109.65 |
107.40 |
-2.25 |
-2.1% |
108.87 |
| Range |
1.30 |
2.37 |
1.07 |
82.3% |
3.04 |
| ATR |
1.81 |
1.87 |
0.06 |
3.3% |
0.00 |
| Volume |
16,847 |
20,462 |
3,615 |
21.5% |
125,392 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.03 |
113.59 |
108.70 |
|
| R3 |
112.66 |
111.22 |
108.05 |
|
| R2 |
110.29 |
110.29 |
107.83 |
|
| R1 |
108.85 |
108.85 |
107.62 |
108.39 |
| PP |
107.92 |
107.92 |
107.92 |
107.69 |
| S1 |
106.48 |
106.48 |
107.18 |
106.02 |
| S2 |
105.55 |
105.55 |
106.97 |
|
| S3 |
103.18 |
104.11 |
106.75 |
|
| S4 |
100.81 |
101.74 |
106.10 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.09 |
116.02 |
110.54 |
|
| R3 |
114.05 |
112.98 |
109.71 |
|
| R2 |
111.01 |
111.01 |
109.43 |
|
| R1 |
109.94 |
109.94 |
109.15 |
110.48 |
| PP |
107.97 |
107.97 |
107.97 |
108.24 |
| S1 |
106.90 |
106.90 |
108.59 |
107.44 |
| S2 |
104.93 |
104.93 |
108.31 |
|
| S3 |
101.89 |
103.86 |
108.03 |
|
| S4 |
98.85 |
100.82 |
107.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.69 |
106.00 |
3.69 |
3.4% |
1.81 |
1.7% |
38% |
False |
False |
23,629 |
| 10 |
109.69 |
106.00 |
3.69 |
3.4% |
1.65 |
1.5% |
38% |
False |
False |
23,416 |
| 20 |
111.38 |
106.00 |
5.38 |
5.0% |
1.88 |
1.7% |
26% |
False |
False |
20,611 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.65 |
1.5% |
72% |
False |
False |
16,287 |
| 60 |
111.38 |
97.37 |
14.01 |
13.0% |
1.58 |
1.5% |
72% |
False |
False |
12,960 |
| 80 |
111.38 |
93.40 |
17.98 |
16.7% |
1.59 |
1.5% |
78% |
False |
False |
10,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.44 |
|
2.618 |
115.57 |
|
1.618 |
113.20 |
|
1.000 |
111.74 |
|
0.618 |
110.83 |
|
HIGH |
109.37 |
|
0.618 |
108.46 |
|
0.500 |
108.19 |
|
0.382 |
107.91 |
|
LOW |
107.00 |
|
0.618 |
105.54 |
|
1.000 |
104.63 |
|
1.618 |
103.17 |
|
2.618 |
100.80 |
|
4.250 |
96.93 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.19 |
108.35 |
| PP |
107.92 |
108.03 |
| S1 |
107.66 |
107.72 |
|